Local scaling limits of Lévy driven fractional random fields

نویسندگان

چکیده

We obtain a complete description of local anisotropic scaling limits for class fractional random fields $X$ on ${\mathbb{R}}^2$ written as stochastic integral with respect to infinitely divisible measure. The procedure involves increments over points the distance between which in horizontal and vertical directions shrinks $O(\lambda)$ $O(\lambda^\gamma)$ respectively $\lambda \downarrow 0$, some $\gamma>0$. consider two types $X$: usual increment rectangular increment, leading respective concepts $\gamma$-tangent $\gamma$-rectangent fields. prove that above both exist any $\gamma>0$ undergo transition, being independent $\gamma>\gamma_0$ $\gamma<\gamma_0$, $\gamma_0>0$; moreover, "unbalanced" ($\gamma\ne\gamma_0$) are $(H_1,H_2)$-multi self-similar one $H_i$, $i=1,2$, equal $0$ or $1$. paper extends Pilipauskait\.e Surgailis (2017) (2020) large-scale ${\mathbb{Z}}^2$ Benassi et al. (2004) $1$-tangent isotropic L\'evy

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Scaling limits for random fields with long-range dependence

• A submitted manuscript is the author's version of the article upon submission and before peer-review. There can be important differences between the submitted version and the official published version of record. People interested in the research are advised to contact the author for the final version of the publication, or visit the DOI to the publisher's website. • The final author version ...

متن کامل

Local limits of random graphs

A graph G is a couple G = (V, E) where V denotes the set of vertices of G and V the set of undirected edges. We will assume that the graphs considered are simple, that is they do not have multiple edge nor loop. The degree deg(v) of a vertex v of G is the number of edges attached to v. In the following except explicitly mentioned all the graphs considered are locally finite (no vertex of infini...

متن کامل

Multi-operator Scaling Random Fields

In this paper, we define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. Actually, they locally look like operator scaling random fields whose order is allowed to vary alo...

متن کامل

Scaling limits of large random trees

The goal of these lectures is to survey some of the recent progress on the description of largescale structure of random trees. We will use the framework of Markov branching sequences of trees and develop several applications, to combinatorial trees, Galton-Watson trees, some dynamical models of randomly growing trees, cut trees, etc. This is a rough draft – to be completed – all comments are w...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bernoulli

سال: 2022

ISSN: ['1573-9759', '1350-7265']

DOI: https://doi.org/10.3150/21-bej1439